| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | (1) | (6.8) | 31 | 0 | 0 | (1) | (5) | 0 | 65 |
| 60 | 0 | (3.2) | 32 | 0 | 1 | (1) | (5) | 0 | 52 |
| 120 | (1) | (5.8) | 31 | 0 | 1 | (1) | (5) | 0 | 49 |
| 250 | 0 | 0.8 | 36 | 0 | 3 | (1) | (7) | 0 | 55 |
| 500 | 1 | 1.4 | 38 | 0 | 4 | (1) | (10) | 0 | 58 |
| 760 | 1 | 1.9 | 41 | 0 | 3 | (1) | (11) | 0 | 58 |
| 1260 | 0 | 1.3 | 39 | 0 | 3 | (1) | (11) | (1) | 59 |
| 2520 | 1 | 1.4 | 41 | 0 | 3 | (1) | (12) | (1) | 59 |
| All | 0 | 1.4 | 41 | 0 | 3 | (1) | (12) | (1) | 57 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 0.1 | 0 | 0 | 0 | 0 | 0.1 | 0 | 0.1 | 0 | 0.1 | 0 | 0.3 | 0.6 | 1.1 | 40 | 157.4 | (0.1) | (0.3) | 0.1 | 0 |
| 2017 | (0.1) | 0 | (0.1) | 0.1 | (0.1) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | (0.2) | (5.5) | 31.1 | 49 | (0.1) | (0.3) | 0 | 0 |
| 2016 | 0.4 | 0.1 | (0.2) | (0.1) | (0.1) | 0.6 | (0.2) | 0 | 0.1 | 0.1 | 0.1 | (0.1) | 0.7 | 1.7 | 35.3 | 148 | (0.1) | (0.3) | 0.1 | 0 |
| 2015 | 0.3 | (0.1) | 0 | 0 | 0 | 0 | 0 | 0.5 | 0.2 | (0.2) | 0.1 | 0.3 | 1.1 | 2 | 45 | 159 | (0.1) | (0.3) | 0.1 | 0 |
| 2014 | 0 | 0 | 0.2 | 0.1 | (0.1) | 0 | 0.1 | (0.1) | 0.1 | 0.3 | 0 | 0.6 | 1.2 | 2.9 | 42.2 | 164 | (0.1) | (0.2) | 0.1 | 0 |
| 2013 | (0.1) | (0.1) | 0 | (0.1) | 0 | 0 | (0.1) | 0.2 | (0.3) | 0 | (0.1) | 0.1 | (0.5) | (2) | 38.5 | 157 | (0.1) | (0.6) | 0.1 | 0 |
| 2012 | (0.1) | (0.1) | (0.1) | 0 | 0 | 0.1 | 0 | (0.1) | 0 | 0.1 | 0 | 0.5 | 0.3 | 0.8 | 39 | 159 | (0.1) | (0.3) | 0.1 | 0 |
| 2011 | (0.1) | (0.1) | 0 | 0 | 0 | 0 | 0.2 | 0.5 | 0.5 | 0.2 | 0 | 0 | 1.2 | 2.6 | 40.4 | 144 | (0.1) | (0.4) | 0.1 | 0 |
| 2010 | 0.1 | 0.1 | 0 | 0 | 0.5 | 0 | (0.2) | 0.1 | (0.1) | (0.1) | 0 | 0 | 0.4 | 0.4 | 37.7 | 142 | (0.1) | (0.6) | 0 | 0 |
| 2009 | 0.1 | 0 | 0 | 0 | (0.2) | (0.1) | 0.1 | 0 | 0 | 0.1 | 0 | (0.1) | (0.1) | 0 | 42.1 | 164 | (0.1) | (0.3) | 0 | 0 |
| 2008 | 0.1 | 0 | 0 | (0.3) | 0 | (0.1) | 0.1 | (0.1) | 0.3 | 1.2 | 0.5 | 0 | 1.7 | 3.1 | 47.1 | 170 | (0.1) | (0.5) | 0.1 | 0 |
| 2007 | 0 | 0.1 | 0.3 | 0 | (0.1) | 0.2 | 0.2 | 0.2 | (0.1) | 0 | 0.2 | 0 | 1 | 2.7 | 49.1 | 171 | (0.1) | (0.4) | 0.1 | 0 |
| 2006 | (0.1) | 0 | 0 | 0 | 0.2 | 0.1 | 0.1 | (0.1) | 0 | (0.1) | (0.1) | 0 | 0 | 0.3 | 35.3 | 152 | (0.1) | (0.3) | 0 | 0 |
| 2005 | 0 | 0 | 0 | 0 | 0 | 0 | (0.1) | 0 | 0 | 0 | 0 | 0 | (0.1) | (2.9) | 31.1 | 99 | 0 | (0.2) | 0 | 0 |